Bayesian asset pricing testing under multivariate t-distribution | |
Zhang, Heng; Wang, Nianling; Li, Yong; Zhan, Yiwei | |
刊名 | APPLIED ECONOMICS LETTERS
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2019 | |
卷号 | 26页码:898-901 |
关键词 | Bayesian approach asset pricing testing multivariate t Markov Chain Monte Carlo Wald test |
ISSN号 | 1350-4851 |
DOI | 10.1080/13504851.2018.1512740 |
URL标识 | 查看原文 |
收录类别 | SSCI |
WOS记录号 | WOS:000461833900005 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5921274 |
专题 | 北京航空航天大学 |
推荐引用方式 GB/T 7714 | Zhang, Heng,Wang, Nianling,Li, Yong,et al. Bayesian asset pricing testing under multivariate t-distribution[J]. APPLIED ECONOMICS LETTERS,2019,26:898-901. |
APA | Zhang, Heng,Wang, Nianling,Li, Yong,&Zhan, Yiwei.(2019).Bayesian asset pricing testing under multivariate t-distribution.APPLIED ECONOMICS LETTERS,26,898-901. |
MLA | Zhang, Heng,et al."Bayesian asset pricing testing under multivariate t-distribution".APPLIED ECONOMICS LETTERS 26(2019):898-901. |
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